9 citations · 9 across the 1 of their papers we have counts for
2 papers
math.ST2006★ 9 cited
Linear and convex aggregation of density estimators
Philippe Rigollet, Alexandre Tsybakov
We study the problem of linear and convex aggregation of estimators of a density with respect to the mean squared risk. We provide procedures for linear and convex aggregation…
math.ST2005
Learning by mirror averaging
A. Juditsky, P. Rigollet, A. B. Tsybakov
Given a finite collection of estimators or classifiers, we study the problem of model selection type aggregation, that is, we construct a new estimator or classifier, called aggreg…